feat(perp): expose 'marginRatioIndex' and block number on QueryTrader…

…Position (#810) * feat(x/perp): add marginRatioIndex to the position query * add blockNumber to QueryTraderPosition * update CHANGELOG.md #763 * fix(CHANGELOG)
NibiruChain · Aug 10, 2022 · 674da1b · 674da1b
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -56,6 +56,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ### Features
 
 * [#791](https://github.com/NibiruChain/nibiru/pull/791) Add the x/oracle module
+* [#810](https://github.com/NibiruChain/nibiru/pull/810) - feat(x/perp): expose 'marginRatioIndex' and block number on QueryTraderPosition
 
 ## [v0.12.1](https://github.com/NibiruChain/nibiru/releases/tag/v0.12.1) - 2022-08-04
 

diff --git a/proto/perp/v1/query.proto b/proto/perp/v1/query.proto
@@ -15,7 +15,7 @@ service Query {
     option (google.api.http).get = "/nibiru/perp/params";
   }
 
-  rpc TraderPosition(QueryTraderPositionRequest) returns (QueryTraderPositionResponse) {
+  rpc QueryTraderPosition(QueryTraderPositionRequest) returns (QueryTraderPositionResponse) {
     option (google.api.http).get = "/nibiru/perp/trader_position";
   }
 }
@@ -54,10 +54,21 @@ message QueryTraderPositionResponse {
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
 
-  // The position's margin ratio, calculated from margin, unrealized PnL, and position notional.
-  string margin_ratio = 4 [
+  /* margin ratio of the position based on the mark price, mark TWAP. The higher
+  value of the possible margin ratios (TWAP and instantaneous) is taken to be 
+  'marginRatioMark'. Calculated from margin, unrealized PnL, and position notional. */
+  string margin_ratio_mark = 4 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
+
+  /* margin ratio of the position based on the index price. Calculated from margin, 
+  unrealized PnL, and position notional. */
+  string margin_ratio_index = 5 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false];
+
+  // BlockNumber is current block number at the time of query.
+  int64 block_number = 7;
 }
 
 // ---------------------------------------- OtherQuery
diff --git a/x/oracle/types/oracle.pb.go b/x/oracle/types/oracle.pb.go
diff --git a/x/perp/client/cli/cli_test.go b/x/perp/client/cli/cli_test.go
@@ -153,6 +153,8 @@ func (s *IntegrationTestSuite) TearDownSuite() {
 	s.network.Cleanup()
 }
 
+// TODO test: Include checks for queryResp.MarginRatioIndex
+// https://github.com/NibiruChain/nibiru/issues/809
 func (s *IntegrationTestSuite) TestOpenPositionsAndCloseCmd() {
 	val := s.network.Validators[0]
 
@@ -200,7 +202,7 @@ func (s *IntegrationTestSuite) TestOpenPositionsAndCloseCmd() {
 	s.EqualValues(sdk.NewDec(1_000_000), queryResp.Position.OpenNotional)
 	s.EqualValues(sdk.MustNewDecFromStr("999999.999999999999999359"), queryResp.PositionNotional)
 	s.EqualValues(sdk.MustNewDecFromStr("-0.000000000000000641"), queryResp.UnrealizedPnl)
-	s.EqualValues(sdk.NewDec(1), queryResp.MarginRatio)
+	s.EqualValues(sdk.NewDec(1), queryResp.MarginRatioMark)
 
 	s.T().Log("C. open position with 2x leverage and zero baseAmtLimit")
 	args = []string{
@@ -226,7 +228,7 @@ func (s *IntegrationTestSuite) TestOpenPositionsAndCloseCmd() {
 	s.EqualValues(sdk.NewDec(3_000_000), queryResp.Position.OpenNotional)
 	s.EqualValues(sdk.MustNewDecFromStr("3000000.000000000000000938"), queryResp.PositionNotional)
 	s.EqualValues(sdk.MustNewDecFromStr("0.000000000000000938"), queryResp.UnrealizedPnl)
-	s.EqualValues(sdk.MustNewDecFromStr("0.666666666666666667"), queryResp.MarginRatio)
+	s.EqualValues(sdk.MustNewDecFromStr("0.666666666666666667"), queryResp.MarginRatioMark)
 
 	s.T().Log("D. Open a reverse position smaller than the existing position")
 	args = []string{
@@ -260,7 +262,7 @@ func (s *IntegrationTestSuite) TestOpenPositionsAndCloseCmd() {
 	s.EqualValues(sdk.NewDec(2_999_900), queryResp.Position.OpenNotional)
 	s.EqualValues(sdk.MustNewDecFromStr("2999899.999999999999999506"), queryResp.PositionNotional)
 	s.EqualValues(sdk.MustNewDecFromStr("-0.000000000000000494"), queryResp.UnrealizedPnl)
-	s.EqualValues(sdk.MustNewDecFromStr("0.666688889629654322"), queryResp.MarginRatio)
+	s.EqualValues(sdk.MustNewDecFromStr("0.666688889629654322"), queryResp.MarginRatioMark)
 
 	s.T().Log("E. Open a reverse position larger than the existing position")
 	args = []string{
@@ -288,7 +290,7 @@ func (s *IntegrationTestSuite) TestOpenPositionsAndCloseCmd() {
 	s.EqualValues(sdk.MustNewDecFromStr("1000099.999999999999999651"), queryResp.PositionNotional)
 	s.EqualValues(sdk.MustNewDecFromStr("0.000000000000000843"), queryResp.UnrealizedPnl)
 	// there is a random delta due to twap margin ratio calculation and random block times in the in-process network
-	s.InDelta(1, queryResp.MarginRatio.MustFloat64(), 0.001)
+	s.InDelta(1, queryResp.MarginRatioMark.MustFloat64(), 0.001)
 
 	s.T().Log("F. Close position")
 	args = []string{

diff --git a/x/perp/client/cli/query.go b/x/perp/client/cli/query.go
@@ -88,7 +88,7 @@ func CmdQueryPosition() *cobra.Command {
 				return err
 			}
 
-			res, err := queryClient.TraderPosition(
+			res, err := queryClient.QueryTraderPosition(
 				cmd.Context(), &types.QueryTraderPositionRequest{
 					Trader:    trader.String(),
 					TokenPair: tokenPair.String(),

diff --git a/x/perp/keeper/grpc_query.go b/x/perp/keeper/grpc_query.go
@@ -21,7 +21,7 @@ func NewQuerier(k Keeper) queryServer {
 
 var _ types.QueryServer = queryServer{}
 
-func (q queryServer) TraderPosition(
+func (q queryServer) QueryTraderPosition(
 	goCtx context.Context, req *types.QueryTraderPositionRequest,
 ) (*types.QueryTraderPositionResponse, error) {
 	if req == nil {
@@ -49,16 +49,24 @@ func (q queryServer) TraderPosition(
 		return nil, err
 	}
 
-	marginRatio, err := q.Keeper.GetMarginRatio(ctx, *position, types.MarginCalculationPriceOption_MAX_PNL)
+	marginRatioMark, err := q.Keeper.GetMarginRatio(ctx, *position, types.MarginCalculationPriceOption_MAX_PNL)
 	if err != nil {
 		return nil, err
 	}
+	marginRatioIndex, err := q.Keeper.GetMarginRatio(ctx, *position, types.MarginCalculationPriceOption_INDEX)
+	if err != nil {
+		// The index portion of the query fails silently as not to distrupt all
+		// position queries when oracles aren't posting prices.
+		q.Keeper.Logger(ctx).Error(err.Error())
+	}
 
 	return &types.QueryTraderPositionResponse{
 		Position:         position,
 		PositionNotional: positionNotional,
 		UnrealizedPnl:    unrealizedPnl,
-		MarginRatio:      marginRatio,
+		MarginRatioMark:  marginRatioMark,
+		MarginRatioIndex: marginRatioIndex,
+		BlockNumber:      ctx.BlockHeight(),
 	}, nil
 }
 

diff --git a/x/perp/keeper/grpc_query_test.go b/x/perp/keeper/grpc_query_test.go
@@ -117,7 +117,7 @@ func TestQueryPosition(t *testing.T) {
 
 			t.Log("query position")
 			ctx = ctx.WithBlockTime(ctx.BlockTime().Add(time.Second))
-			resp, err := queryServer.TraderPosition(
+			resp, err := queryServer.QueryTraderPosition(
 				sdk.WrapSDKContext(ctx),
 				&types.QueryTraderPositionRequest{
 					Trader:    traderAddr.String(),
@@ -131,7 +131,9 @@ func TestQueryPosition(t *testing.T) {
 
 			assert.Equal(t, tc.expectedPositionNotional, resp.PositionNotional)
 			assert.Equal(t, tc.expectedUnrealizedPnl, resp.UnrealizedPnl)
-			assert.Equal(t, tc.expectedMarginRatio, resp.MarginRatio)
+			assert.Equal(t, tc.expectedMarginRatio, resp.MarginRatioMark)
+			// assert.Equal(t, tc.expectedMarginRatioIndex, resp.MarginRatioIndex)
+			// TODO https://github.com/NibiruChain/nibiru/issues/809
 		})
 	}
 }